A unified framework for pricing credit and equity derivatives
Year of publication: |
2011
|
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Authors: | Bayraktar, Erhan ; Yang, Bo |
Published in: |
Mathematical finance : an international journal of mathematics, statistics and financial theory. - Malden, Mass. [u.a] : Wiley-Blackwell, ISSN 0960-1627, ZDB-ID 1073194-5. - Vol. 21.2011, 3, p. 493-517
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Subject: | Derivat | Derivative | Kredit | Credit | Aktienoption | Stock option | Optionspreistheorie | Option pricing theory | USA | United States | 2007 |
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